Building SFML for Code::Blocks

You're absolutely right!
I added the folder C:\MinGW\bin to the PATH, but when I installed TDM 4.7.1
I re-named C:\MinGW to C:\MinGW-4.8.0 and then forgot to update the PATH.
Once I did that CMake successfully configured and generated the makefiles.

I looked around and found Clock.cpp in C:\SFML-2.0\src\SFML\System if that makes a difference.
And there is no folder called "CMakeFiles" there. (which, I think, is the folder that the errors are referring to)

EDIT: Now I think the errors were referring to the folder
C:\SFML-2.0\projects\src\SFML\System\CMakeFiles\sfml-system.dir

The only things there are files ending with .make, .cmake, .internal, .includecache, .rsp
There's a folder called "Win32" which seems to be empty.
There's also a file called "link.txt" which contains:

Then I installed uninstalled CMake and re-installed it with the installer I downloaded (I chose the option to add CMake to PATH for my user) and installed it to C:\Program Files\CMake 2.8

The next step is to delete C:\SFML-2.0 and un-pack SFML-2.0-sources.zip to C:\

Then I opened cmake-gui
Set the paths to the source code (C:\SFML-2.0) and where to build the binaries (C:\SFML-2.0\projects)
Then I chose "Unix Makefiles" and "Specify native compilers".
Then in the configuration options I unchecked BUILD_SHARED_LIBS and checked SFML_BUILD_DOC, SFML_BUILD_EXAMPLES and SFML_USE_STATIC_STD_LIBS.

After configuring and generating, I tried running "make". It returned exactly the same errors and so did "make clean"